+146.0%
PAAS vs SN
+673.1%
-527.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.2% | +3.5% | -8.7% | -5.9% |
| 30D | -13.9% | +19.4% | -33.4% | -17.1% |
| 3M | -23.8% | +20.9% | -44.7% | -27.0% |
| 6M | -36.4% | +111.1% | -147.5% | -46.0% |
| YTD | -23.4% | +102.8% | -126.2% | -34.8% |
| 1Y | +5.6% | +146.2% | -140.5% | -13.4% |
| 3Y | +209.7% | +441.4% | -231.7% | +108.9% |
| All | +146.0% | +673.1% | -527.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling